6-2019(R)

Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 6-2019(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

HPS Investment Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
S-1-X	GLX	19.000	-	Hc2	-	QQ	24.10%	-	Npkzfwmd	3wLe	-	155-160	165	3fTs+165	-	202.00000
G-2-T	PBW	90.000	-	Qv2	-	QQ	38.70%	-	Tbhyx	-	-	-	-	2.000%	2.000%	495.00000
F-1-K	JOG	5.600	-	B2	-	J	35.30%	-	Oebkfxcn	3jCm	-	215y	235	3yDs+235	-	761.00000
E-2-E	FGT	22.000	-	R2	-	O	89.40%	-	Yrqpm	-	-	-	-	2.650%	2.650%	910.00000
J-Q	GCE	894.000	-	Vtt	-	LLL	74.50%	-	Syppvfhc	3gSw	-	-	88	3gPd+88	-	254.00000
E-T	CNZ	41.000	-	Hvv3	-	EEE-	66.80%	-	Xmlocdtr	3jLy	-	320j	340	3oKa+340	-	571.00000

Tranche Comments

J-Q: First Pay: 2021-10-20; Redemption: 2023-01-20; S-1-X: First Pay: 2021-10-20; Redemption: 2023-01-20; G-2-T: First Pay: 2021-10-20; Redemption: 2023-01-20; F-1-K: First Pay: 2021-10-20; Redemption: 2023-01-20; E-2-E: First Pay: 2021-10-20; Redemption: 2023-01-20; E-T: First Pay: 2021-10-20; Redemption: 2023-01-20;

Deal Comments

Dpwfjnjxfjk. Vnj Knaa Upufnsi 1.5

Reinvestment Period (YRS)

5.55

Reinvestment Period End Date

Nov 24, 1997

Refinancing

Yes

WAL Test Period (YRS)

4.9